+629.5%
FICO vs TDY
+472.2%
+157.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -14.1% | -1.9% | -12.3% | -13.3% |
| 30D | -7.5% | -12.5% | +5.0% | -0.3% |
| 3M | -21.3% | -0.8% | -20.5% | -22.3% |
| 6M | -25.2% | -9.0% | -16.3% | -22.8% |
| YTD | -43.2% | +16.8% | -60.0% | -50.7% |
| 1Y | -37.2% | +9.5% | -46.7% | -43.4% |
| 3Y | +6.8% | +45.4% | -38.6% | -21.9% |
| 5Y | +112.8% | +37.8% | +75.0% | +59.1% |
| All | +629.5% | +472.2% | +157.3% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling